-84.3%
FRMI vs IOVA
+306.9%
-391.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.2% |
| 7D | +2.4% | +9.7% | -7.3% | +1.2% |
| 30D | -17.3% | +102.5% | -119.8% | -24.3% |
| 3M | -17.2% | +100.7% | -117.8% | -23.6% |
| 6M | -43.4% | +106.3% | -149.7% | -48.8% |
| YTD | -36.0% | +222.0% | -258.0% | -45.6% |
| All | -84.3% | +306.9% | -391.2% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling